MCX
Multi Commodity Exchange
Historical option data for MCX
16 Sep 2024 04:11 PM IST
| MCX 5400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
|
|
||||||||||
| 16 Sept | 5592.70 | 242 | 149.75 | 16,40,400 | -1,62,200 | 1,39,000 | ||||
| 13 Sept | 5308.80 | 92.25 | 1.25 | 3,22,600 | -11,000 | 3,01,400 | ||||
| 12 Sept | 5273.55 | 91 | -8.95 | 5,64,600 | 43,200 | 3,13,800 | ||||
| 11 Sept | 5295.80 | 99.95 | 16.25 | 5,71,600 | 50,800 | 2,71,200 | ||||
| 10 Sept | 5230.00 | 83.7 | -21.10 | 3,31,000 | 3,000 | 2,20,800 | ||||
| 9 Sept | 5261.30 | 104.8 | -59.70 | 2,21,200 | 16,800 | 2,15,000 | ||||
| 6 Sept | 5377.05 | 164.5 | -9.55 | 2,32,000 | -3,800 | 1,99,800 | ||||
| 5 Sept | 5395.85 | 174.05 | 20.05 | 4,66,400 | 10,000 | 2,04,200 | ||||
| 4 Sept | 5351.95 | 154 | 47.00 | 8,95,600 | -30,800 | 1,97,800 | ||||
| 3 Sept | 5207.60 | 107 | 7.00 | 1,75,400 | -8,000 | 2,28,400 | ||||
| 2 Sept | 5165.75 | 100 | -11.80 | 2,19,800 | 2,600 | 2,35,200 | ||||
| 30 Aug | 5182.80 | 111.8 | 43.65 | 6,27,000 | 1,64,600 | 2,33,400 | ||||
| 29 Aug | 5004.75 | 68.15 | 3.10 | 1,33,000 | 55,800 | 69,000 | ||||
| 28 Aug | 4978.70 | 65.05 | 6.55 | 43,800 | 12,400 | 12,400 | ||||
| 27 Aug | 4855.45 | 58.5 | 0.00 | 0 | 0 | 0 | ||||
| 26 Aug | 4881.35 | 58.5 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 4798.35 | 58.5 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 4774.35 | 58.5 | 0 | 0 | 0 | |||||
For Multi Commodity Exchange - strike price 5400 expiring on 26SEP2024
Delta for 5400 CE is -
Historical price for 5400 CE is as follows
On 16 Sept MCX was trading at 5592.70. The strike last trading price was 242, which was 149.75 higher than the previous day. The implied volatity was -, the open interest changed by -162200 which decreased total open position to 139000
On 13 Sept MCX was trading at 5308.80. The strike last trading price was 92.25, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 301400
On 12 Sept MCX was trading at 5273.55. The strike last trading price was 91, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 43200 which increased total open position to 313800
On 11 Sept MCX was trading at 5295.80. The strike last trading price was 99.95, which was 16.25 higher than the previous day. The implied volatity was -, the open interest changed by 50800 which increased total open position to 271200
On 10 Sept MCX was trading at 5230.00. The strike last trading price was 83.7, which was -21.10 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 220800
On 9 Sept MCX was trading at 5261.30. The strike last trading price was 104.8, which was -59.70 lower than the previous day. The implied volatity was -, the open interest changed by 16800 which increased total open position to 215000
On 6 Sept MCX was trading at 5377.05. The strike last trading price was 164.5, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by -3800 which decreased total open position to 199800
On 5 Sept MCX was trading at 5395.85. The strike last trading price was 174.05, which was 20.05 higher than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 204200
On 4 Sept MCX was trading at 5351.95. The strike last trading price was 154, which was 47.00 higher than the previous day. The implied volatity was -, the open interest changed by -30800 which decreased total open position to 197800
On 3 Sept MCX was trading at 5207.60. The strike last trading price was 107, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 228400
On 2 Sept MCX was trading at 5165.75. The strike last trading price was 100, which was -11.80 lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 235200
On 30 Aug MCX was trading at 5182.80. The strike last trading price was 111.8, which was 43.65 higher than the previous day. The implied volatity was -, the open interest changed by 164600 which increased total open position to 233400
On 29 Aug MCX was trading at 5004.75. The strike last trading price was 68.15, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by 55800 which increased total open position to 69000
On 28 Aug MCX was trading at 4978.70. The strike last trading price was 65.05, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 12400 which increased total open position to 12400
On 27 Aug MCX was trading at 4855.45. The strike last trading price was 58.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Aug MCX was trading at 4881.35. The strike last trading price was 58.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Aug MCX was trading at 4798.35. The strike last trading price was 58.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Aug MCX was trading at 4774.35. The strike last trading price was 58.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MCX 5400 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 5592.70 | 54.55 | -117.20 | 7,12,800 | 53,600 | 1,05,400 |
| 13 Sept | 5308.80 | 171.75 | -32.65 | 33,400 | 1,000 | 52,000 |
| 12 Sept | 5273.55 | 204.4 | -10.90 | 28,600 | -1,600 | 50,800 |
| 11 Sept | 5295.80 | 215.3 | -10.90 | 15,800 | -1,000 | 52,200 |
| 10 Sept | 5230.00 | 226.2 | 3.80 | 12,600 | 800 | 53,600 |
| 9 Sept | 5261.30 | 222.4 | 47.40 | 46,400 | -4,000 | 52,800 |
| 6 Sept | 5377.05 | 175 | -2.40 | 1,39,800 | -11,000 | 56,800 |
| 5 Sept | 5395.85 | 177.4 | -40.60 | 1,70,400 | 35,600 | 67,800 |
| 4 Sept | 5351.95 | 218 | -67.00 | 56,800 | 19,400 | 32,200 |
| 3 Sept | 5207.60 | 285 | -40.00 | 3,600 | 0 | 12,400 |
| 2 Sept | 5165.75 | 325 | 12.00 | 3,200 | -600 | 12,400 |
| 30 Aug | 5182.80 | 313 | -167.00 | 12,800 | 1,800 | 13,000 |
| 29 Aug | 5004.75 | 480 | -10.00 | 7,000 | 6,200 | 10,400 |
| 28 Aug | 4978.70 | 490 | -75.00 | 200 | 0 | 4,000 |
| 27 Aug | 4855.45 | 565 | 36.00 | 400 | 0 | 3,600 |
| 26 Aug | 4881.35 | 529 | -86.00 | 200 | 0 | 3,400 |
| 21 Aug | 4798.35 | 615 | -22.00 | 1,000 | 600 | 3,000 |
| 20 Aug | 4774.35 | 637 | 2,600 | 2,200 | 2,200 | |
For Multi Commodity Exchange - strike price 5400 expiring on 26SEP2024
Delta for 5400 PE is -
Historical price for 5400 PE is as follows
On 16 Sept MCX was trading at 5592.70. The strike last trading price was 54.55, which was -117.20 lower than the previous day. The implied volatity was -, the open interest changed by 53600 which increased total open position to 105400
On 13 Sept MCX was trading at 5308.80. The strike last trading price was 171.75, which was -32.65 lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 52000
On 12 Sept MCX was trading at 5273.55. The strike last trading price was 204.4, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by -1600 which decreased total open position to 50800
On 11 Sept MCX was trading at 5295.80. The strike last trading price was 215.3, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 52200
On 10 Sept MCX was trading at 5230.00. The strike last trading price was 226.2, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 53600
On 9 Sept MCX was trading at 5261.30. The strike last trading price was 222.4, which was 47.40 higher than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 52800
On 6 Sept MCX was trading at 5377.05. The strike last trading price was 175, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 56800
On 5 Sept MCX was trading at 5395.85. The strike last trading price was 177.4, which was -40.60 lower than the previous day. The implied volatity was -, the open interest changed by 35600 which increased total open position to 67800
On 4 Sept MCX was trading at 5351.95. The strike last trading price was 218, which was -67.00 lower than the previous day. The implied volatity was -, the open interest changed by 19400 which increased total open position to 32200
On 3 Sept MCX was trading at 5207.60. The strike last trading price was 285, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12400
On 2 Sept MCX was trading at 5165.75. The strike last trading price was 325, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 12400
On 30 Aug MCX was trading at 5182.80. The strike last trading price was 313, which was -167.00 lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 13000
On 29 Aug MCX was trading at 5004.75. The strike last trading price was 480, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 10400
On 28 Aug MCX was trading at 4978.70. The strike last trading price was 490, which was -75.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 27 Aug MCX was trading at 4855.45. The strike last trading price was 565, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3600
On 26 Aug MCX was trading at 4881.35. The strike last trading price was 529, which was -86.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3400
On 21 Aug MCX was trading at 4798.35. The strike last trading price was 615, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 3000
On 20 Aug MCX was trading at 4774.35. The strike last trading price was 637, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 2200